A very nice experiment, requiring parental assistance:
Take a regular candle, and using a knife - expose the candle's other wick-end - at the candle's bottom. Try to make both candle sides as similar as possible.
Take two sewing pins and help the kids stick them in the candle's center, perpendicularly, one in each side (you'll get a kind of "+" shape, where one line is the candle, and the other - both pins, one after the other).
Now take two glasses of the same size. Place them, turned over, on a metal plate or tray (or one covered with aluminum foil), and carefully balance the candle on both of them, so that each pin lays on one glass, as seen in the photo. You may have to adjust the pins' location - make sure the candle is balanced and horizontal.
All set! Now light up both candlewicks. What happens?
Did the children understand what is going on? Did you? :-)